Return performance, leverage effect, and volatility spillover in Islamic stock indices evidence from DJIMI, FTSEGII and KLSI

Bibliographic Details
Main Authors: Mohamed Albaity, Rubi Ahmad
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2011-11-01
Series:Investment Management & Financial Innovations
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/4220/imfi_en_2011_03_Albaity.pdf